+1,131.3%
PSX vs ZBRA
+816.6%
+314.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.3% |
| 7D | +2.8% | +2.6% | +0.3% | +2.1% |
| 30D | +27.8% | -6.4% | +34.1% | +29.9% |
| 3M | +42.0% | +51.3% | -9.2% | +24.4% |
| 6M | +58.1% | +60.5% | -2.4% | +35.0% |
| YTD | +105.0% | +45.2% | +59.8% | +78.7% |
| 1Y | +104.9% | +12.3% | +92.6% | +91.5% |
| 3Y | +134.1% | +37.5% | +96.5% | +99.8% |
| 5Y | +363.8% | -39.2% | +403.0% | +384.7% |
| 10Y | +370.1% | +417.0% | -46.9% | +160.1% |
| All | +1,131.3% | +816.6% | +314.7% | +368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling